Journal Article |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
ASSESSING LONG‐RUN MONEY NEUTRALITY IN MONETARY UNIONS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
40 |
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
75 |
An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
118 |
Analysing one-month Euro-market interest rates by fractionally integrated models |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
233 |
Another look about the evolution of the risk premium: a VAR-GARCH-M model |
0 |
0 |
0 |
112 |
0 |
0 |
0 |
296 |
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
109 |
Asymptotic normality of the MLE in the level-effect ARCH model |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
19 |
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
107 |
Banking, currency, stock market and debt crises in Spain, 1850–1995 |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
64 |
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
246 |
Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital |
0 |
0 |
1 |
45 |
0 |
0 |
1 |
108 |
Constrained k-class Estimators in the Presence of Weak Instruments |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
73 |
Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
413 |
Editorial |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
25 |
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
195 |
Evolution over time of the determinants of preferences for redistribution and the support for the welfare state |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
25 |
Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
102 |
Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
72 |
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
111 |
Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation |
0 |
0 |
1 |
38 |
0 |
0 |
1 |
164 |
First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator |
0 |
0 |
0 |
50 |
1 |
1 |
1 |
197 |
Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
65 |
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS |
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0 |
0 |
27 |
0 |
0 |
0 |
95 |
Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
98 |
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
63 |
Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
185 |
Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia |
0 |
1 |
2 |
76 |
0 |
4 |
7 |
316 |
Inversión privada, gasto publico e impuestos en la Unión Europea |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
20 |
Inversión privada, gasto público y presión tributaria en América Latina |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
80 |
Inversión privada, gasto público y presión tributaria en Ecuador |
0 |
0 |
2 |
5 |
0 |
0 |
6 |
22 |
Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions? |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
6 |
Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary |
0 |
0 |
0 |
34 |
0 |
1 |
3 |
110 |
Partial maximum likelihood estimation of spatial probit models |
0 |
0 |
0 |
178 |
0 |
0 |
3 |
542 |
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
91 |
Semiparametric inference in a GARCH-in-mean model |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
263 |
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
234 |
Testing of the mean reversion parameter in continuous time models |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
65 |
The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models* |
0 |
0 |
2 |
5 |
0 |
0 |
4 |
12 |
The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
43 |
The influence of extreme events such as Brexit and Covid-19 on equity markets |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
8 |
The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
29 |
Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
82 |
Value at Risk of the main stock market indexes in the European Union (2000–2012) |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
113 |
Volatility spill-overs in commodity spot prices: New empirical results |
0 |
0 |
0 |
65 |
0 |
0 |
2 |
253 |
Voter decisions on eminent domain and police power reforms |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
122 |
XV Applied Economics Meeting |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
26 |
Total Journal Articles |
0 |
1 |
10 |
1,474 |
5 |
17 |
67 |
5,736 |